Primary sources are accounts from people who actually experienced the event in history. There seems to be one man from which the idea of a Thanksgiving feast was passed on to progeny. His name was Edward Winslow, and he was a pilgrim who traveled to North America on the Mayflower in 1620.
Thanksgiving Primary Source Letter
Winslow was 26 in 1621 when he wrote to a dear friend at home. He told his friend of the progress the Pilgrims made on building a village, and how the Native Americans had helped them learn how to fertilize the corn with a type a fish called shad.
So that you can use this primary source in your homeschool, I've written out the first portion off the letter in cursive handwriting. This portion of the letter describes the construction of the colony, the pilgrim's interactions with the Massasoit tribe, and a feast attended by 90 Native Americans and 53 pilgrims.
I've also given some background information on Winslow, and have typed out other portions of his letter in case you'd like to include them as well.
You can get the free PDF in My Little Robins' Shop!